Model Development or Model Validation - Bangalore

Job Description

Dear Candidate, We are hiring for the position of Sr Analyst / Manager / AVP Model Development and Model Validation. Kindly find below details for the same Organization- MNC Bank Global Shared Services Location : Bengaluru Designation- Sr Analyst Manager - AVP Experience - 3- 5 yrs- 5-8 yrs 8-12 yrs Model Development - experience in pricing models Previous experience in exposure models Experience in SIMM model Experience in economic capital Understanding of financial markets and products including derivatives ,Knowledge of principles of derivatives pricing, Knowledge of stochastic calculus, Familiarity with Python, R, Excel and VBA Model Validation - At least a first relevant experience in quantitative modelling (model development or validation) in one or more of these topics: Market risk models, Counterparty credit risk models, Derivatives pricing models Please share your CV on shreya.p@hipotz.com